Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1463702.211 | 1353460.0221 | 110242.189 | 7990007.494 | 5881265.889 | 2108741.605 |
Total P&L (%) | 1463.7022 | 1353.46 | 110.2422 | 7990.0075 | 5881.2659 | 2108.7416 |
Avg Daily Profit (%) | 0.8048 | 0.7442 | 0.0606 | 0.2419 | 0.2252 | 0.1703 |
Buy And Hold Return (%) | 628.2172 | 628.2172 | 628.2172 | 628.2172 | 628.2172 | 628.2172 |
Max Trade Drawdown | -102744 | -91935 | -39310 | -10649978 | -5885546 | -5217984 |
Profit Factor | 4.5607 | 7.1531 | 1.5769 | 1.2311 | 1.3077 | 1.1364 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 37.2093 | 34.375 | 40 | 37.2093 | 34.375 | 40 |
Ratio Avg Win / Avg Loss | 7.6962 | 13.6559 | 2.3653 | 2.0775 | 2.4966 | 1.7046 |
Largest Winning Trade | 770196 | 770196 | 67009 | 10298291 | 10298291 | 5267472 |
Largest Losing Trade | -27386 | -27386 | -18556 | -2818760 | -2818760 | -2310802 |
Avg Bars in Trades | 39 | 36 | 43 | 39 | 36 | 43 |
Avg Bars in Winners | 77 | 78 | 76 | 77 | 78 | 76 |
Avg Bars in Losers | 17 | 14 | 21 | 17 | 14 | 21 |
Bars Traded | 5148 | 2322 | 2826 | 5148 | 2322 | 2826 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407569 | -130176 | -410721 | 163344 | -136039 | -200216 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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